Make sure excitement doesn't get the better of you and check the car over thoroughly. Check all options (if any) you selected have been fitted. Ensure bodywork is in pristine condition (mine had a small scratch on the wing that needed sorting), then all the usual's like tyre pressures, locking wheel bolt, Sat Nav SD card etc.
It's very easy to get overwhelmed when you have been waiting for so long (I know, I've been there), so just take your time and check it over carefully.